-34.0%
CLF vs AWK
+24.3%
-58.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.2% |
| 7D | -19.6% | +4.1% | -23.7% | -18.3% |
| 30D | -5.0% | +18.0% | -23.0% | +0.7% |
| 3M | -6.3% | +12.2% | -18.5% | -2.0% |
| 6M | +2.8% | +21.2% | -18.5% | +10.3% |
| YTD | -13.7% | +17.6% | -31.3% | -7.7% |
| 1Y | +13.6% | +19.2% | -5.6% | +22.0% |
| 3Y | -34.0% | +26.7% | -60.7% | -31.8% |
| All | -34.0% | +24.3% | -58.3% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling